+19.7%
COST vs PAAS
+5.1%
+14.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.0% |
| 7D | +3.9% | -5.2% | +9.1% | +3.8% |
| 30D | +13.5% | -13.9% | +27.5% | +12.9% |
| 3M | +15.3% | -23.8% | +39.1% | +14.3% |
| 6M | +9.2% | -36.4% | +45.6% | +8.6% |
| YTD | +26.9% | -23.4% | +50.2% | +25.1% |
| 1Y | +19.7% | +5.6% | +14.1% | +16.1% |
| All | +19.7% | +5.1% | +14.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PAAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling